首页    期刊浏览 2024年11月27日 星期三
登录注册

文章基本信息

  • 标题:Constructing a Composite Leading Indicator for the Global Crude Oil Price
  • 本地全文:下载
  • 作者:Mei-Teing Chong ; Chin-Hong Puah ; Shazali Mansor
  • 期刊名称:International Business Research
  • 印刷版ISSN:1913-9004
  • 电子版ISSN:1913-9012
  • 出版年度:2018
  • 卷号:11
  • 期号:5
  • 页码:129
  • DOI:10.5539/ibr.v11n5p129
  • 出版社:Canadian Center of Science and Education
  • 摘要:

    Crude oil, as the most traded commodity in the world, exhibits prices with a clear influence on other commodities in the worldwide market. It also poses implications regarding the economic growth of oil-exporting and oil-importing nations. This study provides an unprecedented method of employing the indicator approach as proposed by the Conference Board, National Bureau of Economic Research, to construct a leading indicator for the global crude oil price. The results reveal that the constructed oil price indicator can predict the cyclical movement of the oil price by moving in advance of 3.5 months on average. This finding could provide better signaling to oil-related nations as well as other commodities that consider crude oil to be a leader in the market.

国家哲学社会科学文献中心版权所有